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TTOO vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTOO and VTSAX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

TTOO vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T2 Biosystems, Inc. (TTOO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
8.77%
TTOO
VTSAX

Key characteristics

Sharpe Ratio

TTOO:

-0.72

VTSAX:

1.90

Sortino Ratio

TTOO:

-2.06

VTSAX:

2.54

Omega Ratio

TTOO:

0.78

VTSAX:

1.35

Calmar Ratio

TTOO:

-0.91

VTSAX:

2.87

Martin Ratio

TTOO:

-1.58

VTSAX:

12.36

Ulcer Index

TTOO:

57.57%

VTSAX:

1.99%

Daily Std Dev

TTOO:

126.19%

VTSAX:

12.93%

Max Drawdown

TTOO:

-100.00%

VTSAX:

-55.34%

Current Drawdown

TTOO:

-100.00%

VTSAX:

-4.05%

Returns By Period

In the year-to-date period, TTOO achieves a -94.42% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, TTOO has underperformed VTSAX with an annualized return of -71.26%, while VTSAX has yielded a comparatively higher 12.46% annualized return.


TTOO

YTD

-94.42%

1M

-31.37%

6M

-93.41%

1Y

-92.72%

5Y*

-85.30%

10Y*

-71.26%

VTSAX

YTD

23.58%

1M

-0.42%

6M

8.49%

1Y

23.68%

5Y*

13.88%

10Y*

12.46%

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Risk-Adjusted Performance

TTOO vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T2 Biosystems, Inc. (TTOO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TTOO, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.721.90
The chart of Sortino ratio for TTOO, currently valued at -2.06, compared to the broader market-4.00-2.000.002.004.00-2.062.54
The chart of Omega ratio for TTOO, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.35
The chart of Calmar ratio for TTOO, currently valued at -0.91, compared to the broader market0.002.004.006.00-0.912.87
The chart of Martin ratio for TTOO, currently valued at -1.58, compared to the broader market0.0010.0020.00-1.5812.36
TTOO
VTSAX

The current TTOO Sharpe Ratio is -0.72, which is lower than the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TTOO and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
1.90
TTOO
VTSAX

Dividends

TTOO vs. VTSAX - Dividend Comparison

TTOO has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
TTOO
T2 Biosystems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TTOO vs. VTSAX - Drawdown Comparison

The maximum TTOO drawdown since its inception was -100.00%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for TTOO and VTSAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-4.05%
TTOO
VTSAX

Volatility

TTOO vs. VTSAX - Volatility Comparison

T2 Biosystems, Inc. (TTOO) has a higher volatility of 37.09% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.93%. This indicates that TTOO's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.09%
3.93%
TTOO
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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